-100.0%
VIVK vs DRI
+348.7%
-448.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -9.5% | -4.8% | -4.6% | -8.8% |
| 30D | -35.1% | -5.2% | -29.9% | -34.6% |
| 3M | -93.4% | +2.7% | -96.1% | -93.4% |
| 6M | -98.0% | +3.6% | -101.6% | -98.0% |
| YTD | -97.9% | +15.4% | -113.3% | -97.9% |
| 1Y | -100.0% | +1.3% | -101.2% | -100.0% |
| 3Y | -100.0% | +53.1% | -153.1% | -100.0% |
| 5Y | -100.0% | +64.6% | -164.6% | -100.0% |
| All | -100.0% | +348.7% | -448.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling